"On extreme quantile region estimation under heavy-tailed elliptical ..."

Jaakko Pere, Pauliina Ilmonen, Lauri Viitasaari (2024)

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DOI: 10.1016/J.JMVA.2024.105314

access: closed

type: Journal Article

metadata version: 2024-10-06

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Jaakko Pere, Pauliina Ilmonen, Lauri Viitasaari:
On extreme quantile region estimation under heavy-tailed elliptical distributions. J. Multivar. Anal. 202: 105314 (2024)

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